Optimal Investigation as a Regenerative Stopping Problem.

Abstract

This report discuss the problem of dynamic optimal investigation of a two-state (in control, out of control) system. The true state can only be inferred from reported costs and the time since the last correction. It is demonstrated that when the parameters satisfy certain conditions, such problems can be efficiently solved as regenerative stopping problems. Some general results for regenerative stopping problems are also obtained. In the last section the problem is generalized to n two-state systems. By combining simulation with the Regenerative Stopping Algorithm, a problem with 20 state variables is solved with a small error term. (Author)

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Document Details

Document Type
Technical Report
Publication Date
May 01, 1979
Accession Number
ADA078510

Entities

People

  • A. Gregory Buckman
  • Bruce L. Miller

Organizations

  • University of California, Los Angeles

Tags

Communities of Interest

  • Air Platforms
  • Human Systems
  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Accounting
  • Algorithms
  • Computations
  • Economics
  • Engineering
  • Equations
  • Industrial Engineering
  • Intervals
  • Iterations
  • New York
  • Operations Research
  • Probability
  • Random Variables
  • Simulations
  • Stability Conditions
  • Standards
  • Transitions

Readers

  • Mathematical Modeling and Probability Theory.
  • Operations Research
  • Systems Analysis and Design

Technology Areas

  • AI & ML
  • AI & ML - Bayesian Inference
  • AI & ML - Machine Learning Algorithms